Anic Equity¶

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Total return since start: 0.565 %¶

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Equity now: -----------------------------> 47792.48 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46397.6 Kr¶

PnL: ---------------------------------------> -490.97 Kr¶

DD now: ---------------------------------> -1.722 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 10:56:06.442002'

Anic Portfolio¶

Today¶

Return: 0.545 %¶

This Week¶

Return: 0.545 %¶

Total¶

Return: 56.46 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 2.010000 2849.000000 213.000000 8.080000 2636.000010
Beijer Electronics Group 26 -0.660000 3114.800000 143.800000 4.840000 2971.000006
Corem Property Group B 59 4.130000 669.650000 92.650000 16.060000 576.999999
Samhällsbyggnadsbo. i Norden B 20 3.760000 441.000000 86.000000 24.230000 355.000000
FM Mattsson Mora Group B 50 1.020000 2980.000000 53.000000 1.810000 2927.000000
HMS Networks 2 1.120000 720.000000 47.000000 6.980000 673.000000
Samhällsbyggnadsbo. i Norden D 12 3.430000 268.080000 22.080000 8.980000 246.000000
Nordea Bank Abp 29 0.710000 3473.620000 19.620000 0.570000 3453.999992
Intrum 4 2.330000 544.800000 17.800000 3.380000 527.000000
Coor Service Management Hold. 8 0.150000 546.800000 14.800000 2.780000 532.000000
Midsona B 63 0.640000 595.980000 12.980000 2.230000 582.999984
OEM International B 7 0.650000 540.400000 12.400000 2.350000 527.999997
Essity A 4 0.170000 1160.000000 11.000000 0.960000 1149.000000
Norva24 Group 16 0.000000 553.280000 10.280000 1.890000 543.000000
AcadeMedia 12 1.030000 567.120000 10.120000 1.820000 557.000004
Eastnine 4 -1.420000 498.400000 7.400000 1.510000 491.000000
MedCap 2 0.940000 428.000000 7.000000 1.660000 421.000000
Essity B 2 0.620000 580.000000 6.000000 1.050000 574.000000
Karnov Group 9 -1.960000 540.900000 4.900000 0.910000 536.000004
Fastighetsbolag. Emilshus Pref 21 0.750000 565.950000 3.950000 0.700000 562.000005
Resurs Holding 22 -1.200000 577.940000 3.940000 0.690000 573.999998
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 0.270000 547.250000 1.250000 0.230000 546.000000
Securitas B 6 0.870000 568.560000 -1.440000 -0.250000 570.000000
Swedbank A 3 -0.240000 559.650000 -4.350000 -0.770000 564.000000
CTEK 13 0.150000 518.700000 -15.300000 -2.870000 533.999999
Boozt 12 -1.940000 1638.000000 -16.000000 -0.970000 1653.999996
SAAB B 8 1.510000 3332.000000 -45.000000 -1.330000 3377.000000
International Petroleum Corp. 5 1.630000 529.000000 -65.570000 -11.030000 594.565215
Vivesto 1368 0.000000 533.520000 -79.480000 -12.970000 612.999432
Sampo Oyj SDB 7 -0.280000 3752.000000 -98.000000 -2.550000 3850.000000
OX2 18 -1.880000 1505.700000 -158.300000 -9.510000 1663.999992
Axfood 13 -0.220000 3547.700000 -208.300000 -5.550000 3756.000001
Ovzon 52 4.860000 3140.800000 -221.200000 -6.580000 3361.999992
Fasadgruppen Group 35 -1.010000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46397.600000 -490.970000 -1.72201% 46888.564618

Updated:¶

'2023-01-16 10:56:18.928103'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶